Yes, it's one of THOSE names.
Posted under Tags
Sorry for necrobumping, but judging from Lucy's Nicopedia, the currently known part of her name is:
I was thinking the same thing a while back. It's not even her complete full name anyway, so there's not much point in having it that long, exact as a trivia note which could be place in the wiki. As credited in the anime is good, though I would render it yamagami_lucy_(abbr.) so people know it's abbreviated without needing to know the Japanese terminology.